A comparison of Hurst exponent estimators in long-range dependent curve time series (Q2246897)
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scientific article; zbMATH DE number 7427893
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| English | A comparison of Hurst exponent estimators in long-range dependent curve time series |
scientific article; zbMATH DE number 7427893 |
Statements
A comparison of Hurst exponent estimators in long-range dependent curve time series (English)
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16 November 2021
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curve process
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dynamic functional principal component analysis
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functional ARFIMA
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long-run covariance
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long-range dependence
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0.8577145338058472
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0.8119513392448425
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0.7987282872200012
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0.7870352864265442
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0.7763872742652893
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